For instance, a website can require you to visit a login page before sending a message.
I would also like to point out that while HTTP and HTTPS (which is just HTTP over SSL/TLS, really) are essentially stateless (each request is a valid standalone request per the protocol), applications built on top of HTTP and HTTPS aren't necessarily stateless. Therefore, TCP is a stateful protocol because it needs state to be useful. This state (how much bytes the other guy can receive, and whether or not he did receive the last packet) allows TCP to be reliable even over inherently non-reliable protocols. TCP maintains state in the form of a window size (endpoints tell each other how much data they're ready to receive) and packet order (endpoints must confirm to each other when they receive a packet from the other). The TCP protocol is a stateful protocol because of what it is, not because it is used over IP or because HTTP is built on top of it. One of the points of a layered network model is that the kind of relationship you're looking for (statefulness of any given protocol in function of the protocols it's used in conjunction with) does not exist. Stateful protocols can be built on top of stateless protocols and stateless protocols can be built on top of stateful protocols. You can't assume that any stacked protocol is stateful or stateless just looking at the other protocols on the stack.
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